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Testing for Linearity in Regressions with I(1) Processes

Testing for Linearity in Regressions with I(1) Processes
Digital文書・図像類
ARAI, YoichiGRIPS Policy Research Center2015-08-12GRIPS Discussion PapersDP15-11
Other Libraries in Japan
  • Summary, etc....gressions with I(1) processes against various nonlinear alt...
  • Subject HeadingCointegration I(1) processes No cointegration Nonlinear co...

Testing for Linearity in Regressions with I (1) processes

Testing for Linearity in Regressions with I (1) processes
Paper文書・図像類
Arai, Yoichi日本経済国際共同センター2004-10Discussion paper series. CIRJE-F2004-CF-303
Other Libraries in Japan
  • Subject HeadingCointegration I(1) processes No cointegration Nonlinear co...

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